-58.2%
FISV vs STLA
-65.4%
+7.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -3.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -3.0% | -2.4% | -0.6% | -2.7% |
| 3M | -3.5% | -23.9% | +20.3% | -0.9% |
| 6M | -19.4% | -24.6% | +5.2% | -17.3% |
| YTD | -24.3% | -50.5% | +26.2% | -18.5% |
| 1Y | -62.4% | -39.8% | -22.5% | -60.5% |
| 3Y | -58.2% | -65.6% | +7.4% | -54.9% |
| All | -58.2% | -65.4% | +7.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling